| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,646,466 | 15,956,058 | -3,168,269 | 869,281 | 360 | 201,104,866 | 0.079 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,801,262 | 8,801,262 | -8,419,646 | 453,083 |
| 1.0 | 7,154,796 | 7,154,796 | 5,251,377 | 416,198 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -19,383 | -151,828 | -5,728 | 597,673 | 0.47 | 0.112 | 16,427 |
| CN | 138 | -1,780,502 | -2,296,470 | -3,482,552 | 5,848,810 | 1.51 | 0.082 | 278,802 |
| HK | 19 | 621,835 | -49,380 | 638,429 | 810,286 | 1.53 | 0.100 | 114,229 |
| ID | 5 | -218,082 | 0 | 35,795 | 218,082 | -0.01 | 0.076 | 14,009 |
| IN | 3 | -126,987 | 0 | -11,524 | 126,987 | 0.05 | 0.085 | -9,767 |
| JP | 136 | 112,332 | -2,383,587 | -319,689 | 7,331,464 | 0.57 | 0.055 | 373,005 |
| MY | 1 | -2,073 | 0 | -143 | 2,073 | 0.07 | 0.041 | 86 |
| NZ | 1 | -24,753 | -24,753 | 935 | 24,753 | -0.04 | 0.119 | 2,955 |
| SG | 7 | 335,930 | 0 | 60,559 | 335,930 | 0.23 | 0.061 | 21,268 |
| TH | 12 | -541,592 | -273,348 | -64,393 | 574,733 | 0.20 | 0.092 | 53,040 |
| TW | 4 | -3,193 | -10,074 | -19,957 | 85,267 | 0.65 | 0.121 | 5,229 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 19 | -308,528 | -151,828 | -70,398 | 308,528 | 0.54 | -0.139 | 22,868 |
| 1.0 | 15 | 289,145 | 0 | 64,669 | 289,145 | 0.37 | -0.065 | -6,441 | |
| CN | -1.0 | 96 | -3,814,656 | -2,296,470 | -5,886,503 | 3,814,656 | 1.58 | -0.008 | 70,681 |
| 1.0 | 42 | 2,034,154 | 0 | 2,403,951 | 2,034,154 | 1.36 | 0.053 | 208,121 | |
| HK | -1.0 | 7 | -94,226 | -49,380 | -197,503 | 94,226 | 2.39 | 0.035 | -4,413 |
| 1.0 | 12 | 716,061 | 0 | 835,932 | 716,061 | 1.03 | 0.114 | 118,642 | |
| ID | -1.0 | 5 | -218,082 | 0 | 35,795 | 218,082 | -0.01 | -0.076 | 14,009 |
| IN | -1.0 | 3 | -126,987 | 0 | -11,524 | 126,987 | 0.05 | 0.070 | -9,767 |
| JP | -1.0 | 49 | -3,609,566 | -2,383,587 | -2,187,696 | 3,609,566 | 0.62 | -0.047 | 297,537 |
| 1.0 | 87 | 3,721,898 | 0 | 1,868,007 | 3,721,898 | 0.54 | -0.008 | 75,468 | |
| MY | -1.0 | 1 | -2,073 | 0 | -143 | 2,073 | 0.07 | -0.041 | 86 |
| NZ | -1.0 | 1 | -24,753 | -24,753 | 935 | 24,753 | -0.04 | -0.119 | 2,955 |
| SG | 1.0 | 7 | 335,930 | 0 | 60,559 | 335,930 | 0.23 | 0.016 | 21,268 |
| TH | -1.0 | 7 | -558,162 | -273,348 | -64,258 | 558,162 | 0.28 | -0.068 | 55,229 |
| 1.0 | 5 | 16,571 | 0 | -135 | 16,571 | 0.08 | -0.116 | -2,189 | |
| TW | -1.0 | 3 | -44,230 | -10,074 | -38,351 | 44,230 | 0.71 | -0.151 | 3,900 |
| 1.0 | 1 | 41,037 | 0 | 18,394 | 41,037 | 0.45 | 0.032 | 1,329 |